Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-10-26 0.313133 0.342281 0.374160 0.411840 0.455453 0.504712 0.565076
2025-11-02 0.268059 0.303866 0.345279 0.397357 0.462038 0.541047 0.647006
2025-11-09 0.235630 0.273960 0.320079 0.380770 0.460305 0.563704 0.713250
2025-11-16 0.217747 0.258739 0.309789 0.379756 0.476101 0.609056 0.816490
2025-11-23 0.208058 0.252251 0.309090 0.390085 0.507208 0.679024 0.969840
2025-11-30 0.196704 0.242287 0.302435 0.390901 0.524153 0.730220 1.105681
2025-12-07 0.185942 0.232057 0.294224 0.388160 0.534774 0.772505 1.236640
2025-12-14 0.175967 0.222054 0.285326 0.383183 0.540779 0.807504 1.363250
2025-12-21 0.166242 0.211691 0.275029 0.374911 0.540099 0.830273 1.471376
2025-12-28 0.161809 0.208409 0.274597 0.381609 0.564846 0.903199 1.714606
2026-01-04 0.158840 0.206958 0.276635 0.392231 0.597564 0.997891 2.052538
2026-01-11 0.152328 0.199942 0.269752 0.387532 0.601902 1.035613 2.257623
2026-01-18 0.147458 0.195238 0.266332 0.388718 0.618169 1.104323 2.599597
2026-01-25 0.140117 0.186473 0.256056 0.377294 0.608728 1.113354 2.756265
2026-02-01 0.132647 0.177189 0.244473 0.362744 0.591527 1.101176 2.834637
2026-02-08 0.128743 0.173137 0.240979 0.362178 0.602471 1.159903 3.226076
2026-02-15 0.127260 0.172692 0.243207 0.371980 0.636134 1.285253 4.025797
2026-02-22 0.124103 0.169483 0.240699 0.372824 0.650679 1.363718 4.707351
2026-03-01 0.120523 0.165449 0.236591 0.370307 0.657414 1.422005 5.365382
2026-03-08 0.116787 0.161015 0.231582 0.365683 0.658765 1.464844 6.001825
2026-03-15 0.112725 0.155913 0.225207 0.357972 0.652030 1.480998 6.485268
2026-03-22 0.111316 0.155004 0.225935 0.364226 0.679458 1.617788 8.300784
2026-03-29 0.110562 0.155111 0.228401 0.374134 0.717489 1.807866 11.486512